Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47794.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46399.46 Kr¶

PnL: ---------------------------------------> -489.11 Kr¶

DD now: ---------------------------------> -1.718 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 10:39:49.828004'

Anic Portfolio¶

Today¶

Return: 0.173 %¶

This Week¶

Return: 0.549 %¶

Total¶

Return: 56.466 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.590000 2824.500000 188.500000 7.150000 2636.000010
Beijer Electronics Group 26 -0.670000 3083.600000 112.600000 3.790000 2971.000006
Corem Property Group B 59 -0.710000 657.850000 80.850000 14.010000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.230000 433.000000 78.000000 21.970000 355.000000
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
HMS Networks 2 -0.060000 719.200000 46.200000 6.860000 673.000000
SAAB B 8 0.780000 3420.800000 43.800000 1.300000 3377.000000
OEM International B 7 0.880000 560.700000 32.700000 6.190000 527.999997
Intrum 4 0.920000 551.200000 24.200000 4.590000 527.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -0.070000 546.400000 14.400000 2.710000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.370000 258.720000 12.720000 5.170000 246.000000
Karnov Group 9 0.000000 548.100000 12.100000 2.260000 536.000004
AcadeMedia 12 0.320000 562.440000 5.440000 0.980000 557.000004
Resurs Holding 22 -0.150000 577.720000 3.720000 0.650000 573.999998
Swedbank A 3 1.450000 567.150000 3.150000 0.560000 564.000000
CTEK 13 2.240000 534.560000 0.560000 0.100000 533.999999
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Essity B 2 -1.170000 573.200000 -0.800000 -0.140000 574.000000
Norva24 Group 16 0.000000 542.080000 -0.920000 -0.170000 543.000000
Handelsbanken A 5 0.180000 545.000000 -1.000000 -0.180000 546.000000
Securitas B 6 -0.080000 568.920000 -1.080000 -0.190000 570.000000
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
Nordea Bank Abp 29 0.030000 3450.420000 -3.580000 -0.100000 3453.999992
Midsona B 63 -0.860000 578.340000 -4.660000 -0.800000 582.999984
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
International Petroleum Corp. 5 1.470000 551.000000 -43.570000 -7.330000 594.565215
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.960000 1543.500000 -120.500000 -7.240000 1663.999992
Axfood 13 -0.140000 3582.800000 -173.200000 -4.610000 3756.000001
Ovzon 52 0.710000 2958.800000 -403.200000 -11.990000 3361.999992
Fasadgruppen Group 35 -1.520000 3405.500000 -405.500000 -10.640000 3810.999990
TOTAL 46399.460000 -489.110000 -1.71814% 46888.564618

Updated:¶

'2023-01-18 10:40:02.661291'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶